A Test for Normality of Observations and Regression Residuals

DOI10.2307/1403192zbMath0616.62092MaRDI QIDQ4725544

Publication date: 1987

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/05c1b378c2d19cffaf285392484b1159f782065c

zbMATH Keywords

score test Pearson family of distributions finite sample performance regression disturbances Lagrange multiplier procedure tests for normality asymptotic power properties

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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